+539.5%
FICO vs STT
+203.9%
+335.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | +4.0% | +0.4% | +3.5% | +3.7% |
| 30D | -1.5% | -0.4% | -1.1% | -1.6% |
| 3M | -29.8% | -6.5% | -23.3% | -28.1% |
| 6M | -33.3% | +17.2% | -50.4% | -38.3% |
| YTD | -56.9% | +38.2% | -95.1% | -63.1% |
| 1Y | -59.5% | +49.3% | -108.7% | -66.5% |
| 3Y | -26.9% | +181.9% | -208.8% | -54.4% |
| 5Y | +92.9% | +106.9% | -14.0% | +32.2% |
| 10Y | +539.5% | +203.1% | +336.4% | +249.6% |
| All | +539.5% | +203.9% | +335.6% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling